Most women can only orgasm through clitoral stimulation. During normal sex with a man, the clitoris does not often get enough stimulation to bring on orgasm. Try to rub your own clitoris during sex or teach him to do it. Sex positions like doggy is ideal as you can both reach your clitoris.
Woman on top is also good as you can lean forward to grind your clitoris on his pubic bone (a sweeping motion rather than just up and down) or lean backwards for G-Spot stimulation
If you want to get fancy, look up the CAT (coital alignment technique) position. This combines missionary position with a grinding action on your clitoris.